+1,345.5%
ABBV vs ACM
+208.2%
+1,137.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | -0.5% |
| 7D | +1.5% | +6.9% | -5.4% | 0.0% |
| 30D | +6.7% | +19.1% | -12.3% | +2.5% |
| 3M | +19.9% | -6.9% | +26.9% | +21.3% |
| 6M | +47.5% | -12.0% | +59.5% | +50.3% |
| YTD | +32.2% | -25.1% | +57.3% | +38.9% |
| 1Y | +37.8% | -45.4% | +83.2% | +56.6% |
| 3Y | +134.8% | -6.9% | +141.7% | +128.8% |
| 5Y | +203.0% | +3.7% | +199.3% | +182.0% |
| 10Y | +603.7% | +135.8% | +467.9% | +386.1% |
| All | +1,345.5% | +208.2% | +1,137.3% | +896.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling